+223.5%
C vs STLA
+18.3%
+205.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.4% | -4.5% | +2.1% | -0.7% |
| 30D | -6.0% | -3.9% | -2.1% | -5.1% |
| 3M | -10.5% | -20.2% | +9.6% | -4.1% |
| 6M | -5.7% | -42.2% | +36.5% | +13.3% |
| YTD | +4.1% | -59.3% | +63.5% | +39.6% |
| 1Y | +20.5% | -56.1% | +76.5% | +55.4% |
| 3Y | +208.1% | -73.7% | +281.8% | +365.0% |
| 5Y | +110.4% | -70.3% | +180.7% | +187.0% |
| All | +223.5% | +18.3% | +205.2% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling